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Multivariate control chart based on robust estimator


Midi, Habshah and Shabbak, Ashkan and A. Talib, Bashar and Hassan, Mohd Nooh (2009) Multivariate control chart based on robust estimator. Journal of Quality Measurement and Analysis, 5 (1). pp. 17-33. ISSN 1823-5670


A Hotelling T 2 control chart has been widely used for monitoring first phase of multivariate statistical process control. However, this classical control chart which is based on classical estimators is not effective in detecting multivariate outliers. As an alternative, T 2 statistics based on robust minimum volume ellipsoid or the minimum covariance determinant are proposed. The performance of these robust control charts are investigated extensively by real examples and Monte Carlo simulation. The result indicates that the robust control charts is more effective in detecting outliers than the classical control charts.

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Additional Metadata

Item Type: Article
Divisions: Institute for Mathematical Research
Publisher: Universiti Kebangsaan Malaysia
Keywords: Multivariate control chart; Multivariate outliers; Minimum volume ellipsoid; Minimum covariance determinant; Probability of detecting a shift
Depositing User: Najwani Amir Sariffudin
Date Deposited: 16 Oct 2013 04:49
Last Modified: 05 Apr 2017 08:55
URI: http://psasir.upm.edu.my/id/eprint/15758
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